Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
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Publication:1624195
DOI10.1007/S11401-018-0096-2zbMath1402.60036OpenAlexW2900854049WikidataQ114852292 ScholiaQ114852292MaRDI QIDQ1624195
Publication date: 15 November 2018
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-018-0096-2
independencestrong law of large numberssublinear expectationidentical distributionChoquet expectation
Related Items (8)
Optimal reinsurance for both an insurer and a reinsurer under general premium principles ⋮ Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION ⋮ Limit theorems for delayed sums under sublinear expectation ⋮ The convergence of the sums of independent random variables under the sub-linear expectations ⋮ On the laws of large numbers for pseudo-independent random variables under sublinear expectation ⋮ Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach ⋮ Concentration inequalities for upper probabilities
Cites Work
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